Loading [MathJax]/jax/output/CommonHTML/jax.js
Sbornik: Mathematics
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Mat. Sb.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Sbornik: Mathematics, 1998, Volume 189, Issue 5, Pages 683–705
DOI: https://doi.org/10.1070/sm1998v189n05ABEH000319
(Mi sm319)
 

This article is cited in 3 scientific papers (total in 4 papers)

On the small balls problem for equivalent Gaussian measures

V. I. Bogachev

M. V. Lomonosov Moscow State University
References:
Abstract: Let μ be a centred Gaussian measure in a linear space X with Cameron-Martin space H, let q be a μ-measurable seminorm, and let Q be a μ-measurable second-order polynomial. We show that it is sufficient for the existence of the limit limε0E(expQ|qε), where E is the expectation with respect to μ, that the second derivative D2HQ of the function Q be a nuclear operator on H. This condition is also necessary for the existence of the above-mentioned limit for all seminorms q. The problem under discussion can be reformulated as follows: study limε0ν(qε)/μ(qε) for Gaussian measures ν equivalent to μ.
Received: 05.02.1998
Bibliographic databases:
UDC: 512.55
MSC: 28C20, 60B11
Language: English
Original paper language: Russian
Citation: V. I. Bogachev, “On the small balls problem for equivalent Gaussian measures”, Sb. Math., 189:5 (1998), 683–705
Citation in format AMSBIB
\Bibitem{Bog98}
\by V.~I.~Bogachev
\paper On the small balls problem for equivalent Gaussian measures
\jour Sb. Math.
\yr 1998
\vol 189
\issue 5
\pages 683--705
\mathnet{http://mi.mathnet.ru/eng/sm319}
\crossref{https://doi.org/10.1070/sm1998v189n05ABEH000319}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1639173}
\zmath{https://zbmath.org/?q=an:0938.28010}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000075975300003}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0032220815}
Linking options:
  • https://www.mathnet.ru/eng/sm319
  • https://doi.org/10.1070/sm1998v189n05ABEH000319
  • https://www.mathnet.ru/eng/sm/v189/i5/p47
  • This publication is cited in the following 4 articles:
    1. P. A. Borodin, I. A. Ibragimov, B. S. Kashin, V. V. Kozlov, A. V. Kolesnikov, S. V. Konyagin, E. D. Kosov, O. G. Smolyanov, N. A. Tolmachev, D. V. Treshchev, A. V. Shaposhnikov, S. V. Shaposhnikov, A. N. Shiryaev, A. A. Shkalikov, “Vladimir Igorevich Bogachev (on his 60th birthday)”, Russian Math. Surveys, 76:6 (2021), 1149–1157  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi
    2. Ivan S. Yaroslavtsev, “Local characteristics and tangency of vector-valued martingales”, Probab. Surveys, 17:none (2020)  crossref
    3. Kara-Zaitri L., Laksaci A., Rachdi M., Vieu Ph., “Uniform in bandwidth consistency for various kernel estimators involving functional data”, J. Nonparametr. Stat., 29:1 (2017), 85–107  crossref  mathscinet  zmath  isi  scopus
    4. V. R. Fatalov, “Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields”, Russian Math. Surveys, 58:4 (2003), 725–772  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник - 1992–2005 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:732
    Russian version PDF:262
    English version PDF:66
    References:77
    First page:1
     
      Contact us:
    math-net2025_04@mi-ras.ru
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025